-17.7%
TMUS vs FN
-33.3%
+15.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.7% | -10.8% | +2.2% |
| 7D | +3.6% | 0.0% | +3.6% | +3.9% |
| 30D | -3.4% | -34.3% | +30.9% | -6.9% |
| 3M | -9.5% | -39.9% | +30.4% | -13.1% |
| 6M | -15.2% | -51.8% | +36.6% | -19.3% |
| YTD | -18.9% | -28.1% | +9.2% | -17.7% |
| 1Y | -17.7% | -29.1% | +11.4% | -16.1% |
| All | -17.7% | -33.3% | +15.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling